WSFS Financial Corporation (WSFS) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

WSFS Financial Corporatio...

NASDAQ: WSFS · Real-Time Price · USD
56.96
-1.19 (-2.05%)
At close: Sep 09, 2025, 3:59 PM
56.96
0.00%
After-hours: Sep 09, 2025, 05:32 PM EDT

WSFS Delta Exposure By Expiry

The total Delta Exposure (DEX) for WSFS across all expirations shows 731.07 net shares that market makers must hedge, with 1,999.3 from calls and 1,268.23 from puts. The put-call delta ratio of 0.63 suggests neutral market maker positioning.

WSFS DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 760.48 -969.64 -209.16 1.28
Oct 17, 25 156.07 -199.19 -43.12 1.28
Dec 19, 25 451.32 -78.44 372.88 0.17
Jan 16, 26 0 0 0 n/a
Mar 20, 26 631.43 -20.96 610.47 0.03